Bank deposits (liabilities) are typically shortterm and interest rate sensitive with respect to interest income. ... The possible changes in market values given changes in interest rates are the banksa#39; interest rate risk which is nowadays often ... The coefficients for the long-term interest rate, however, are substantially smaller than those for the short-term rate, ranging from 0.0554 (UK) to 0.3684 ( Canada).
|Title||:||Aktuelle Entwicklungen im Finanzdienstleistungsbereich|
|Author||:||Stephan Geberl, Hans-Rüdiger Kaufmann, Marco J. Menichetti, Daniel F. Wiesner|
|Publisher||:||Springer-Verlag - 2013-03-07|